Save Var results in a scalar, matrix,etc.

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lpando08
Posts: 29
Joined: Tue Apr 03, 2018 1:13 pm

Save Var results in a scalar, matrix,etc.

Postby lpando08 » Thu Apr 05, 2018 1:46 pm

Hi everyone!

I have run a VAR and I would like to know if there is exist a way to save the results, exactly the sum of squared residuals that appears in the window of VAR estimation outputs. I want to save that number in a scalar or matrix. Is there a command or a way to do this?

Thank you for your answers!

EViews Matt
EViews Developer
Posts: 290
Joined: Thu Apr 25, 2013 7:48 pm

Re: Save Var results in a scalar, matrix,etc.

Postby EViews Matt » Thu Apr 05, 2018 1:59 pm

Hello,

Take a look at the VAR object documentation. I believe the @ssr data member is what you're looking for.

lpando08
Posts: 29
Joined: Tue Apr 03, 2018 1:13 pm

Re: Save Var results in a scalar, matrix,etc.

Postby lpando08 » Thu Apr 05, 2018 2:04 pm

Hi, yes. I have tried to used it but I cant, do yo have any example where I can use this command running a VAR? I tried to used this commad after running the VAR but the programm says that there is no a equation especified.

EViews Matt
EViews Developer
Posts: 290
Joined: Thu Apr 25, 2013 7:48 pm

Re: Save Var results in a scalar, matrix,etc.

Postby EViews Matt » Thu Apr 05, 2018 2:56 pm

You need to specify which VAR equation's SSR you want, e.g., @ssr(1), @ssr(2), etc.

lpando08
Posts: 29
Joined: Tue Apr 03, 2018 1:13 pm

Re: Save Var results in a scalar, matrix,etc.

Postby lpando08 » Thu Apr 05, 2018 3:12 pm

Only a last question please, if I have 2 vars: var 1 and var2, the first with 3 equations and the second with 4. Is there any way to save the total ssr generated, I mean in this case to save the seven ssr that would be generated? and then to find the minimun of them?

EViews Matt
EViews Developer
Posts: 290
Joined: Thu Apr 25, 2013 7:48 pm

Re: Save Var results in a scalar, matrix,etc.

Postby EViews Matt » Thu Apr 05, 2018 3:30 pm

Sure, a few loops can easily go through any number of VARs you wish with any number of equations per VAR:

Code: Select all

!k = 1
for %v var1 var2
   for !i = 1 to {%v}.@neqn
      vector(!k) ssr(!k) = {%v}.@ssr(!i)
      !k = !k + 1
   next
next
scalar min_ssr = @mins(ssr, 1)

lpando08
Posts: 29
Joined: Tue Apr 03, 2018 1:13 pm

Re: Save Var results in a scalar, matrix,etc.

Postby lpando08 » Thu Apr 05, 2018 4:38 pm

Hello, thank you very much for your answer but I think I made a mistake and this was not what I was looking for :(. Actually, I have this a var_{%grp} that goes from var_1 to var_n, each of them have différent number of équations. What I want to do is for each équation of each var ( from var_1 to var_n) save the ssr’s and then for each var find the minimun ssr. I mean have the minimun ssr for each var.

Thank you very much for your answer!

EViews Matt
EViews Developer
Posts: 290
Joined: Thu Apr 25, 2013 7:48 pm

Re: Save Var results in a scalar, matrix,etc.

Postby EViews Matt » Fri Apr 06, 2018 8:48 am

Something like this...

Code: Select all

!m = 1
for !i = 1 to <fill in n>
   !k = 1
   for !j = 1 to var_!i.@neqn
      vector(!k) ssr(!k) = var_!i.@ssr(!j)
      !k = !k + 1
   next
   !tmp = @mins(ssr, 1)
   vector(!m) min_ssr(!m) = !tmp
   !m = !m + 1
next

The minimum SSRs are stored in vector min_ssr.

lpando08
Posts: 29
Joined: Tue Apr 03, 2018 1:13 pm

Re: Save Var results in a scalar, matrix,etc.

Postby lpando08 » Sat Apr 07, 2018 9:31 pm

Thank you very much!


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